+80.5%
TSEM vs KGC
-5.3%
+85.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.5% | -16.2% | -11.3% |
| 7D | -23.1% | -6.8% | -16.3% | -21.2% |
| 30D | -40.4% | -9.2% | -31.2% | -38.2% |
| 3M | -37.9% | -9.1% | -28.8% | -36.1% |
| 6M | -30.8% | -25.7% | -5.2% | -24.6% |
| YTD | +26.7% | -23.6% | +50.4% | +20.7% |
| 1Y | +80.5% | -4.3% | +84.8% | +33.8% |
| All | +80.5% | -5.3% | +85.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling